//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"DIW Berlin Discussion Paper"
~isPartOf:"Economics and finance working paper series"
~subject:"Cointegration"
~subject:"Emerging economies"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Long memory and volatility dyn...
Similar by person
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Emerging economies
Estimation
77
Schätzung
77
Time series analysis
64
Zeitreihenanalyse
64
Börsenkurs
47
Share price
47
Volatility
43
Volatilität
43
Aktienmarkt
42
Stock market
42
USA
41
United States
41
Capital income
39
Kapitaleinkommen
39
Theorie
37
Theory
37
EU countries
36
EU-Staaten
36
Kointegration
33
Großbritannien
24
United Kingdom
24
Exchange rate
20
Wechselkurs
20
Welt
20
World
20
Schwellenländer
19
Business cycle
17
Efficient market hypothesis
17
Effizienzmarkthypothese
17
Konjunktur
17
fractional integration
17
Euro area
16
Eurozone
16
Structural break
16
Strukturbruch
16
ARCH model
15
ARCH-Modell
15
Financial market
15
more ...
less ...
Online availability
All
Free
50
Type of publication
All
Book / Working Paper
50
Type of publication (narrower categories)
All
Arbeitspapier
33
Working Paper
33
Graue Literatur
30
Non-commercial literature
30
Language
All
English
50
Author
All
Caporale, Guglielmo Maria
50
Gil-Alaña, Luis A.
17
Gil-Alana, Luis A.
8
Spagnolo, Nicola
7
Carcel, Hector
5
You, Kefei
5
Spagnolo, Fabio
4
Ali, Faek Menla
3
Beirne, John
3
Menla Ali, Faek
3
Schulze-Ghattas, Marianne
3
Amor, Thouraya Hadj
2
Ciferri, Davide
2
Girardi, Alessandro
2
Gupta, Rangan
2
Hanck, Christoph
2
Hunter, John
2
Lodh, Suman
2
Nandy, Monomita
2
Rault, Christophe
2
Sousa, Ricardo M.
2
Akdeniz, Coskun
1
Akdeniz, Coşkun
1
Babalos, Vassilios
1
Balparda, Borja
1
Barassi, Marco R.
1
Barros, Carlos Pestana
1
Catik, A. Nazif
1
Catik, Abdurrahman Nazif
1
Cunado, Juncal
1
Cuñado Eizaguirre, Juncal
1
Hall, Stephen G.
1
Helmi, Mohamad
1
Helmi, Mohamad Husam
1
Kostakis, Alexandros
1
Mudida, Robert
1
Orlando, C.
1
Orlando, C. James
1
Philippas, Nikolaos
1
more ...
less ...
Published in...
All
DIW Berlin Discussion Paper
Economics and finance working paper series
CESifo working papers
38
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
CESifo Working Paper Series
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion papers of interdisciplinary research project 373
9
CESifo Working Paper
7
Research in international business and finance
7
Economic modelling
5
International journal of finance & economics : IJFE
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics letters
4
Department of Economics working papers
4
Discussion paper / Centre for Economic Forecasting
4
International review of financial analysis
4
Applied economics
3
Applied financial economics
3
DIW Discussion Papers
3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
Discussion papers / The Centre for International Macroeconomics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Review of development finance
3
Review of financial economics : RFE
3
Review of international economics
3
The journal of international trade & economic development
3
African development review
2
Discussion paper series / IZA
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirica : journal of european economics
2
IHS economics series : working paper
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of economics & finance : IREF
2
Journal of international money and finance
2
Oxford bulletin of economics and statistics
2
Reihe Ökonomie
2
The North American journal of economics and finance : a journal of financial economics studies
2
The South African journal of economics
2
Asian Journal of Empirical Research
1
Brunel Business School, Economics and Finance Working Papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
US disposable personal income and housing price index : a fractional integration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10008662898
Saved in:
2
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963290
Saved in:
3
Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
-
2012
Persistent link: https://www.econbiz.de/10009573955
Saved in:
4
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520824
Saved in:
5
The relationship between health care expenditure and disposable personal income in the US States : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
-
2015
Persistent link: https://www.econbiz.de/10011284934
Saved in:
6
Exchange rate dynamics and monetary unions in Africa : a fractional integration and cointegration analysis
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Carcel, Hector
-
2015
Persistent link: https://www.econbiz.de/10010527158
Saved in:
7
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
8
Testing the Marshall-Lerner condition in Kenya
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Mudida, …
-
2012
Persistent link: https://www.econbiz.de/10009664461
Saved in:
9
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10008748168
Saved in:
10
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2011
Persistent link: https://www.econbiz.de/10009231360
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->